1986
DOI: 10.1017/s0334270000005221
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Optimisation in the regularisation ill-posed problems

Abstract: We survey the role played by optimization in the choice of parameters for Tikhonov regularization of first-kind integral equations. Asymptotic analyses are presented for a selection of practical optimizing methods applied to a model deconvolution problem. These methods include the discrepancy principle, cross-validation and maximum likelihood. The relationship between optimality and regularity is emphasized. New bounds on the constants appearing in asymptotic estimates are presented.

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Cited by 26 publications
(18 citation statements)
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“…Therefore, it generally requires some kind of regularization in order to generate physically plausible reconstructions. This can be done in a variety of ways [18,19], but a commonly used idea to realize regularization techniques with statistical motivation is the Bayesian approach that is based on the probability theory, which makes it possible to rank a continuum of possibilities on the basis of their relative likelihood ( ) p D f or preference and to conduct inference ( ) p f in a logically consistent way. From Bayes' formula, we obtain the posterior probability density function (PDF) ( ) p f D in the following form:…”
Section: Pet Measurement Modellingmentioning
confidence: 99%
See 1 more Smart Citation
“…Therefore, it generally requires some kind of regularization in order to generate physically plausible reconstructions. This can be done in a variety of ways [18,19], but a commonly used idea to realize regularization techniques with statistical motivation is the Bayesian approach that is based on the probability theory, which makes it possible to rank a continuum of possibilities on the basis of their relative likelihood ( ) p D f or preference and to conduct inference ( ) p f in a logically consistent way. From Bayes' formula, we obtain the posterior probability density function (PDF) ( ) p f D in the following form:…”
Section: Pet Measurement Modellingmentioning
confidence: 99%
“…Various numerical algorithms for solving this non-linear optimization problem have been suggested by various researchers [17,18,19]. However, we shall only consider here a complicate but highly successful scheme developed by Skilling and collaborators [20], wherein a maximum is repeatedly sought not along a single search direction but in a small dimensional subspace, spanned by vectors that are calculated at each landing point.…”
Section: Pet Measurement Modellingmentioning
confidence: 99%
“…This can be done in a variety of ways [14], but a commonly used idea to realize regularization techniques with statistical motivation is the Bayesian model, using the posterior probability density function (PDF) p(f |D) , given according to Bayes formula;…”
Section: Mathematical Problem Of Pet Systemmentioning
confidence: 99%
“…(6). Various numerical algorithms for solving this non-linear optimisation problem have been suggested by various researchers [13,14]. However, we shall only consider here a complicated, but highly successful scheme, developed by Skilling and collaborators [15,17], wherein a maximum is repeatedly sought not along a single search direction, but in a small dimensional subspace, spanned by vectors that are calculated at each landing point.…”
Section: Mathematical Problem Of Pet Systemmentioning
confidence: 99%
See 1 more Smart Citation